Data Envelopment Analysis on Measuring the Performance of Vietnamese Joint-Stock Commercial Banks

• 발행기관: 한국유통과학회
• 저자명: Duc Tien NGO Thu Ha PHUNG Tuan Minh DINH Thuy Lien NGUYEN
• 간행물 정보: 『The Journal of Asian Finance, Economics and Business(JAFEB)』Vol. 9 No.7, 53~62쪽, 전체 10쪽
• 주제분류: 경제경영 > 경제학
• 파일형태: PDF
• 발행일자: 2022.07.31

영문 초록

Commercial banks have a significant impact on the economy of Vietnam because they provide the majority of transactional capital. Therefore, the operational efficiency of commercial banks is a viral topic for the study of the Vietnamese banking system. The research aims to examine the efficiency and inefficiency of joint-stock commercial banks in Vietnam from 2016 to 2020 and then classify them into the efficient group and inefficient group. The study employs the time series data of 29 joint-stock commercial banks during the period 2016–2020. Based on the data collected from the annual audited financial statements of 29 Vietnamese joint-stock commercial banks, the authors select input and output variables for the standard DEA models and anti-efficient DEA models. This research uses two stages, first, by applying the standard DEA model, we investigate the efficient banks; second, by employing the anti-efficient DEA model, we find out the inefficient banks. The results reveal that the average efficiency score of 29 joint-stock commercial banks tends to increase in the period 2016–2018 and decrease gradually in the period 2019–2020. The findings of this study suggest that several small and medium-sized banks in the Vietnamese banking sector have both promising and risky performances and the efficiency of state-owned commercial banks has also improved significantly during the study period.

목차

1. Introduction

2. Literature Review

3. Methodology

4. Empirical Results

5. Conclusion

References

키워드

Bank Performance Efficiency Anti-Efficient DEA Standard DEA Commercial Banks